Quantitative Analyst (Quant)

Blocknovas LLC

Job Type: Full time

Remote

14000 - 25000

  • quantitative trading
  • finance
  • blockchain
  • algorithmic strategies

Whom we are looking for

Blocknovas LLC is seeking a highly skilled Quantitative Analyst (Quant) with expertise in crypto trading, data-driven financial modeling, and risk management. If you have a strong background in quantitative research, algorithmic trading, and statistical analysis, this is an exciting opportunity to apply your skills in the fast-paced world of digital assets.

Experience Requirements

  • Quantitative Research & Trading: 3+ years of experience in financial modeling, algorithmic trading, and developing quantitative strategies.
  • Data Analysis & Machine Learning: Strong proficiency in Python, R, MATLAB, or C++ for statistical modeling, backtesting, and data analysis.
  • Market Microstructure & Strategy Development: Deep understanding of order book dynamics, market-making, arbitrage, and high-frequency trading strategies.
  • Blockchain & DeFi Markets: Knowledge of on-chain analytics, DeFi protocols, smart contract interactions, and liquidity mining.
  • Risk Management: Expertise in portfolio optimization, volatility modeling, hedging techniques, and risk-adjusted returns.
  • Mathematical & Statistical Expertise: Strong background in probability, stochastic processes, regression analysis, and time series forecasting.
  • Backtesting & Performance Optimization: Experience in building backtesting frameworks and optimizing execution strategies.

Nice To Have

  • Experience with Crypto APIs & Data Feeds: Working with Binance API, Coinbase Pro, FTX, or Decentralized Exchanges (DEXs).
  • Understanding of Options & Derivatives: Experience with crypto options, perpetual swaps, and structured financial products.
  • Smart Contract Knowledge: Basic understanding of Solidity, Rust, or Move to analyze on-chain strategies.
  • Machine Learning for Trading: Familiarity with neural networks, reinforcement learning, and predictive analytics in trading.
  • Experience with HFT & Low-Latency Execution: Working knowledge of co-location, FPGA, and tick-by-tick data processing.
  • Portfolio Construction & Risk Parity Models: Exposure to quantitative portfolio construction and rebalancing techniques.

What We Offer

  • Competitive Salary: $14K - $25K per month, based on experience and performance.
  • Performance-Based Incentives: Profit-sharing and bonuses tied to trading strategy success.
  • Remote Work: Fully remote role with flexible working hours.
  • Cutting-Edge Research & Infrastructure: Access to institutional-grade trading tools, data feeds, and high-performance computing.
  • Impactful Work: Develop high-frequency trading algorithms and statistical arbitrage models that drive our trading success.
  • Continuous Learning: Opportunities for advanced financial modeling training, conferences, and mentorship from top industry experts.